Re: st: Re: maximum likelihood estimation

Christopher F Baum points out that $ML_y is an undocumented global defined by
the -ml- command:
> On Feb 3, 2004, at 2:33 AM, David wrote:
>
> > replace `lnf' = -`Xb' -ln(1+exp(-`Xb')) if $ML_y==0
>
> Jeff said this was acceptable syntax. But what is $ML_y ? Is that
> automatically taken to be the same as $ML_y1? I thought that all $ML
> globals had to be $ML_y1, $ML_y2, etc. What is the parser doing at this
> point for those who ran this successfully?
That is true. The reason why it still works is that David has a single
dependent variable, and (internally) -ml- defines the global ML_y to contain
the list of all the dependent variables. Thus in this example $ML_y and
$ML_y1 contain the same variable name.
Thus, as indicated above, the code should read:
program define mylogit
version 8.2
args lnf Xb
replace `lnf' = -ln(1+exp(-`Xb')) if $ML_y1==1
replace `lnf' = -`Xb' -ln(1+exp(-`Xb')) if $ML_y1==0
end
--Jeff Pitblado
jpitblado@stata.com
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